Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model
| Autor: | Özdemir, Letife, Özen, Ercan, Grima, Simon, Romanova, Inna |
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| Zdroj: | Scientific Annals of Economics and Business. 68(4):405-419 |
| Databáze: | Central and Eastern European Online Library (CEEOL) |
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